I need to find a few scenes from movies that show a complete sequence
of entering a building (not just any old house, but a building of some
architectural significance).  Usually films show the exterior of a
building, then cut to some interior room; I need the whole sequence of
entering.  Thanks.

I don't know if this exactly helps, but there is a fantastic version
of what you are looking for on the DVD version of Disney/Pixar's
Monsters, Inc. It is not part of the narrative, but one of the special
features is a "fly through" of the virtual settings. The short that
depicts a camera flying through the deserted monster world power plant
is brilliant!

This probably isn't what your looking for, but I recommend viewing Russian Ark.
imdb.com page on Russian Ark:
http://us.imdb.com/title/tt0318034/

The entire 96 minute movie is one continuous shot.  It was filmed at
the Russian State Hermitage Museum in St. Petersburg and has, if I
recall correctly, at least two scenes involving entering/leaving the
museum.

Thanks, those are really helpful ideas.  I'll try them; let me know if
you have any more, and I'm going to increase the bounty for this
question.

I think the negotiator has a part like that.

There is a movie of the opera Don Giovani by Mozart filmed in the very
famous Villa Rotunda by Palladio.  There are exterior as well as
interior shots, but I cannot recall if there is the progression, but I
wouldnt doubt it.  Definitely worth trying for such a famous piece of
architecture (at least among the cultured public).  This is the same
villa used in the recent "Just Married" movie which has a nice view of
the pathway up to the villa, but probably not a transition shot.  Good
luck.

Vertigo. The Jimmy Stewart character enters the Palace of the Legion of Honor.

The movie Time Code uses 4 simultaneous and continuous shots that, if
I remember correctly, take place in and around an LA theatre and
office building?  I can't remember the details but there's 1.5 hours
x4 to work with, I'm sure there were several scenes of characters
going in and out of the buildings.

I hope you can find a complete sequence of entering a building in the
fantastic 1963 movie from director Jean-Luc Godard entitled
"Contempt", featuring the Villa Malaporte. Designed by architect
Adalberto Libera on a dramatic cliff over the Mediterranean in Capri,
Italy; the building is known by the wide stairs to the roof deck which
forms one wall of the building below.  Staring young Brigitte Bardot,
Jack Palance and Fritz Lang playing himself.